Rather than having multiple RDP\SSH templates with different Gateway settings, would it be possible to allow the VPN settings configured in the Host session override the template (if not defined in the template)?
Another option would be to allow for a prompt for gateway option (if unable to ping\scan) that can be set in the template and would pull from a list of available sessions within a specific folder.
Personally, I like the prompt for gateway option.
I will enter a feature request for that. I'm not sure how easy it is to implement.